Concentration of the Langevin Algorithm's Stationary Distribution

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Phillippe Rigollet and Jan-Christian Hütter · 2015

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NIST Digital Library of Mathematical Functions

DLMF · 2019

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Rapid convergence of the unadjusted Langevin algorithm: Isoperimetry suffices

Santosh Vempala and Andre Wibisono · 2019

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Probability and Random Processes

Geoffrey Grimmett and David Stirzaker · 2020

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Log-Concave Sampling

Sinho Chewi · 2022

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Resolving the mixing time of the Langevin Algorithm to its stationary distribution for log-concave sampling

Jason M. Altschuler and Kunal Talwar · 2023

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